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A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Maik Pfefferkorn , Rolf Findeisen

A novel perspective on the design of robust model predictive control (MPC) methods is presented, whereby closed-loop constraint satisfaction is ensured using recursive feasibility of the MPC optimization. Necessary and sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Anilkumar Parsi , Marcell Bartos , Amber Srivastava , Sebastien Gros , Roy S. Smith

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

We propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Hotae Lee , Francesco Borrelli

A stochastic model predictive control (SMPC) approach is presented for discrete-time linear systems with arbitrary time-invariant probabilistic uncertainties and additive Gaussian process noise. Closed-loop stability of the SMPC approach is…

Systems and Control · Computer Science 2015-03-17 Joel A. Paulson , Stefan Streif , Ali Mesbah

This paper is concerned with solving chance-constrained finite-horizon optimal control problems, with a particular focus on the recursive feasibility issue of stochastic model predictive control (SMPC) in terms of mission-wide probability…

Optimization and Control · Mathematics 2022-09-21 Kai Wang , Sebastien Gros

This work presents a stochastic tube-based model predictive control framework that guarantees hard input constraint satisfaction for linear systems subject to unbounded additive disturbances. The approach relies on a structured design of…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Carlo Karam , Matteo Tacchi , Mirko Fiacchini

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Weijiang Zheng , Jiayi Huang , Bing Zhu